Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
| Year of publication: |
2010
|
|---|---|
| Authors: | Koijen, Ralph S. J. ; Lustig, Hanno ; Nieuwerburgh, Stijn Van ; Verdelhan, Adrien |
| Published in: |
American Economic Review. - American Economic Association - AEA. - Vol. 100.2010, 2, p. 552-56
|
| Publisher: |
American Economic Association - AEA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Notes: | DOI: 10.1257/aer.100.2.552 |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; E13 - Neoclassical ; E21 - Consumption; Saving ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10008584574